TabularToSeriesAdaptor#
- class TabularToSeriesAdaptor(transformer, fit_in_transform=False)[source]#
Adapt scikit-learn transformation interface to time series setting.
This is useful for applying scikit-learn tabular transformations to series, but only works with transformations that do not require multiple instances for fitting.
The adaptor behaves as follows. If fit_in_transform = False and X is a series (pd.DataFrame, pd.Series, np.ndarray):
fit(X)
fits a clone oftransformer
to X (considered as a table)transform(X)
applies transformer.transform to X and returns the resultinverse_transform(X)
applies tansformer.inverse_transform to X- If fit_in_transform = True and X is a series (pd.DataFrame, pd.Series, np.ndarray):
fit
is emptytransform(X)
applies transformer.fit(X).transform.(X) to X,considered as a table, and returns the result
inverse_transform(X)
applies tansformer(X).inverse_transform(X) to X- If fit_in_transform = False, and X is of a panel/hierarchical type:
fit(X)
fits a clone oftransformer
for each individual series x in Xtransform(X)
applies transform(x) of the clone belonging to x,(where the index of x in transform equals the index of x in fit)
for each individual series x in X, and returns the result
inverse_transform(X)
applies transform(x) of the clone belonging to x,(where the index of x in transform equals the index of x in fit)
for each individual series x in X, and returns the result
- Note: instances indices in transform/inverse_transform
must be equal to those seen in fit
- If fit_in_transform = True, and X is of a panel/hierarchical type:
fit
is emptytransform(X)
applies transformer.fit(x).transform(x)to all individual series x in X and returns the result
inverse_transform(X)
applies transformer.fit(x).inverse_transform(x)to all individual series x in X and returns the result
- WARNING: if fit_in_transform is set to False,
when applied to Panel or Hierarchical data, the resulting transformer will identify individual series in test set with series indices in training set, on which instances were fit in particular, transform will not work if number of instances
and indices of instances in transform are different from those in fit
- WARNING: if fit_in_transform is set to True,
then each series in the test set will be transformed as batch by fit-predict, this may cause information leakage in a forecasting setting
(but not in a time series classification/regression/clustering setting, because in these settings the independent samples are the individual series)
- Parameters
- transformerEstimator
scikit-learn-like transformer to fit and apply to series. This is used as a “blueprint” and not fitted or otherwise mutated.
- Attributes
- transformer_Estimator
Transformer that is fitted to data, clone of transformer.
- fit_in_transform: bool, optional, default=False
- whether transformer_ should be fitted in transform (True), or in fit (False)
recommended setting in forecasting (single series or hierarchical): False recommended setting in ts classification, regression, clustering: True
Examples
>>> from sktime.transformations.series.adapt import TabularToSeriesAdaptor >>> from sklearn.preprocessing import MinMaxScaler >>> from sktime.datasets import load_airline >>> y = load_airline() >>> transformer = TabularToSeriesAdaptor(MinMaxScaler()) >>> y_hat = transformer.fit_transform(y)
Methods
Check if the estimator has been fitted.
clone
()Obtain a clone of the object with same hyper-parameters.
clone_tags
(estimator[, tag_names])clone/mirror tags from another estimator as dynamic override.
create_test_instance
([parameter_set])Construct Estimator instance if possible.
create_test_instances_and_names
([parameter_set])Create list of all test instances and a list of names for them.
fit
(X[, y])Fit transformer to X, optionally to y.
fit_transform
(X[, y])Fit to data, then transform it.
get_class_tag
(tag_name[, tag_value_default])Get tag value from estimator class (only class tags).
Get class tags from estimator class and all its parent classes.
get_params
([deep])Get parameters for this estimator.
get_tag
(tag_name[, tag_value_default, …])Get tag value from estimator class and dynamic tag overrides.
get_tags
()Get tags from estimator class and dynamic tag overrides.
get_test_params
([parameter_set])Return testing parameter settings for the estimator.
inverse_transform
(X[, y])Inverse transform X and return an inverse transformed version.
Check if the object is composite.
reset
()Reset the object to a clean post-init state.
set_params
(**params)Set the parameters of this estimator.
set_tags
(**tag_dict)Set dynamic tags to given values.
transform
(X[, y])Transform X and return a transformed version.
update
(X[, y, update_params])Update transformer with X, optionally y.
- classmethod get_test_params(parameter_set='default')[source]#
Return testing parameter settings for the estimator.
- Parameters
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns
- paramsdict or list of dict, default = {}
Parameters to create testing instances of the class Each dict are parameters to construct an “interesting” test instance, i.e., MyClass(**params) or MyClass(**params[i]) creates a valid test instance. create_test_instance uses the first (or only) dictionary in params
- check_is_fitted()[source]#
Check if the estimator has been fitted.
- Raises
- NotFittedError
If the estimator has not been fitted yet.
- clone()[source]#
Obtain a clone of the object with same hyper-parameters.
A clone is a different object without shared references, in post-init state. This function is equivalent to returning sklearn.clone of self. Equal in value to type(self)(**self.get_params(deep=False)).
- clone_tags(estimator, tag_names=None)[source]#
clone/mirror tags from another estimator as dynamic override.
- Parameters
- estimatorestimator inheriting from :class:BaseEstimator
- tag_namesstr or list of str, default = None
Names of tags to clone. If None then all tags in estimator are used as tag_names.
- Returns
- Self
Reference to self.
Notes
Changes object state by setting tag values in tag_set from estimator as dynamic tags in self.
- classmethod create_test_instance(parameter_set='default')[source]#
Construct Estimator instance if possible.
- Parameters
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns
- instanceinstance of the class with default parameters
Notes
get_test_params can return dict or list of dict. This function takes first or single dict that get_test_params returns, and constructs the object with that.
- classmethod create_test_instances_and_names(parameter_set='default')[source]#
Create list of all test instances and a list of names for them.
- Parameters
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- Returns
- objslist of instances of cls
i-th instance is cls(**cls.get_test_params()[i])
- nameslist of str, same length as objs
i-th element is name of i-th instance of obj in tests convention is {cls.__name__}-{i} if more than one instance otherwise {cls.__name__}
- parameter_setstr, default=”default”
Name of the set of test parameters to return, for use in tests. If no special parameters are defined for a value, will return “default” set.
- fit(X, y=None)[source]#
Fit transformer to X, optionally to y.
- State change:
Changes state to “fitted”.
- Writes to self:
Sets is_fitted flag to True. Sets fitted model attributes ending in “_”.
- Parameters
- XSeries or Panel, any supported mtype
- Data to fit transform to, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- ySeries or Panel, default=None
Additional data, e.g., labels for transformation
- Returns
- selfa fitted instance of the estimator
- fit_transform(X, y=None)[source]#
Fit to data, then transform it.
Fits the transformer to X and y and returns a transformed version of X.
- State change:
Changes state to “fitted”.
- Writes to self:
Sets is_fitted flag to True. Sets fitted model attributes ending in “_”.
- Parameters
- XSeries or Panel, any supported mtype
- Data to be transformed, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- ySeries or Panel, default=None
Additional data, e.g., labels for transformation
- Returns
- transformed version of X
- type depends on type of X and scitype:transform-output tag:
- X | tf-output | type of return |
|----------|————–|------------------------| | Series | Primitives | pd.DataFrame (1-row) | | Panel | Primitives | pd.DataFrame | | Series | Series | Series | | Panel | Series | Panel | | Series | Panel | Panel |
- instances in return correspond to instances in X
- combinations not in the table are currently not supported
- Explicitly, with examples:
- if X is Series (e.g., pd.DataFrame) and transform-output is Series
then the return is a single Series of the same mtype Example: detrending a single series
- if X is Panel (e.g., pd-multiindex) and transform-output is Series
- then the return is Panel with same number of instances as X
(the transformer is applied to each input Series instance)
Example: all series in the panel are detrended individually
- if X is Series or Panel and transform-output is Primitives
then the return is pd.DataFrame with as many rows as instances in X Example: i-th row of the return has mean and variance of the i-th series
- if X is Series and transform-output is Panel
then the return is a Panel object of type pd-multiindex Example: i-th instance of the output is the i-th window running over X
- classmethod get_class_tag(tag_name, tag_value_default=None)[source]#
Get tag value from estimator class (only class tags).
- Parameters
- tag_namestr
Name of tag value.
- tag_value_defaultany type
Default/fallback value if tag is not found.
- Returns
- tag_value
Value of the tag_name tag in self. If not found, returns tag_value_default.
- classmethod get_class_tags()[source]#
Get class tags from estimator class and all its parent classes.
- Returns
- collected_tagsdict
Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance. NOT overridden by dynamic tags set by set_tags or mirror_tags.
- get_params(deep=True)[source]#
Get parameters for this estimator.
- Parameters
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns
- paramsdict
Parameter names mapped to their values.
- get_tag(tag_name, tag_value_default=None, raise_error=True)[source]#
Get tag value from estimator class and dynamic tag overrides.
- Parameters
- tag_namestr
Name of tag to be retrieved
- tag_value_defaultany type, optional; default=None
Default/fallback value if tag is not found
- raise_errorbool
whether a ValueError is raised when the tag is not found
- Returns
- tag_value
Value of the tag_name tag in self. If not found, returns an error if raise_error is True, otherwise it returns tag_value_default.
- Raises
- ValueError if raise_error is True i.e. if tag_name is not in self.get_tags(
- ).keys()
- get_tags()[source]#
Get tags from estimator class and dynamic tag overrides.
- Returns
- collected_tagsdict
Dictionary of tag name : tag value pairs. Collected from _tags class attribute via nested inheritance and then any overrides and new tags from _tags_dynamic object attribute.
- inverse_transform(X, y=None)[source]#
Inverse transform X and return an inverse transformed version.
- Currently it is assumed that only transformers with tags
“scitype:transform-input”=”Series”, “scitype:transform-output”=”Series”,
have an inverse_transform.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”. self._is_fitted
- Parameters
- XSeries or Panel, any supported mtype
- Data to be inverse transformed, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- ySeries or Panel, default=None
Additional data, e.g., labels for transformation
- Returns
- inverse transformed version of X
of the same type as X, and conforming to mtype format specifications
- is_composite()[source]#
Check if the object is composite.
A composite object is an object which contains objects, as parameters. Called on an instance, since this may differ by instance.
- Returns
- composite: bool, whether self contains a parameter which is BaseObject
- reset()[source]#
Reset the object to a clean post-init state.
Equivalent to sklearn.clone but overwrites self. After self.reset() call, self is equal in value to type(self)(**self.get_params(deep=False))
Detail behaviour: removes any object attributes, except:
hyper-parameters = arguments of __init__ object attributes containing double-underscores, i.e., the string “__”
runs __init__ with current values of hyper-parameters (result of get_params)
Not affected by the reset are: object attributes containing double-underscores class and object methods, class attributes
- set_params(**params)[source]#
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). The latter have parameters of the form<component>__<parameter>
so that it’s possible to update each component of a nested object.- Parameters
- **paramsdict
Estimator parameters.
- Returns
- selfestimator instance
Estimator instance.
- set_tags(**tag_dict)[source]#
Set dynamic tags to given values.
- Parameters
- tag_dictdict
Dictionary of tag name : tag value pairs.
- Returns
- Self
Reference to self.
Notes
Changes object state by settting tag values in tag_dict as dynamic tags in self.
- transform(X, y=None)[source]#
Transform X and return a transformed version.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”. self._is_fitted
- Parameters
- XSeries or Panel, any supported mtype
- Data to be transformed, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- ySeries or Panel, default=None
Additional data, e.g., labels for transformation
- Returns
- transformed version of X
- type depends on type of X and scitype:transform-output tag:
- | transform | |X | -output | type of return |
|----------|————–|------------------------| | Series | Primitives | pd.DataFrame (1-row) | | Panel | Primitives | pd.DataFrame | | Series | Series | Series | | Panel | Series | Panel | | Series | Panel | Panel |
- instances in return correspond to instances in X
- combinations not in the table are currently not supported
- Explicitly, with examples:
- if X is Series (e.g., pd.DataFrame) and transform-output is Series
then the return is a single Series of the same mtype Example: detrending a single series
- if X is Panel (e.g., pd-multiindex) and transform-output is Series
- then the return is Panel with same number of instances as X
(the transformer is applied to each input Series instance)
Example: all series in the panel are detrended individually
- if X is Series or Panel and transform-output is Primitives
then the return is pd.DataFrame with as many rows as instances in X Example: i-th row of the return has mean and variance of the i-th series
- if X is Series and transform-output is Panel
then the return is a Panel object of type pd-multiindex Example: i-th instance of the output is the i-th window running over X
- update(X, y=None, update_params=True)[source]#
Update transformer with X, optionally y.
- State required:
Requires state to be “fitted”.
- Accesses in self:
Fitted model attributes ending in “_”. self._is_fitted
- Writes to self:
May update fitted model attributes ending in “_”.
- Parameters
- XSeries or Panel, any supported mtype
- Data to fit transform to, of python type as follows:
Series: pd.Series, pd.DataFrame, or np.ndarray (1D or 2D) Panel: pd.DataFrame with 2-level MultiIndex, list of pd.DataFrame,
nested pd.DataFrame, or pd.DataFrame in long/wide format
- subject to sktime mtype format specifications, for further details see
examples/AA_datatypes_and_datasets.ipynb
- ySeries or Panel, default=None
Additional data, e.g., labels for transformation
- update_paramsbool, default=True
whether the model is updated. Yes if true, if false, simply skips call. argument exists for compatibility with forecasting module.
- Returns
- selfa fitted instance of the estimator